+116.2%
B vs MLM
+30.7%
+85.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.7% | -5.8% | +3.2% | -1.3% |
| 30D | -4.3% | +9.8% | -14.2% | -6.6% |
| 3M | -2.3% | -5.2% | +2.9% | -1.2% |
| 6M | -16.2% | -10.3% | -5.9% | -14.3% |
| YTD | -8.8% | -15.5% | +6.6% | -5.7% |
| 1Y | +11.4% | -15.0% | +26.4% | +15.0% |
| 3Y | +174.3% | +17.5% | +156.8% | +163.8% |
| 5Y | +116.2% | +30.5% | +85.6% | +94.3% |
| All | +116.2% | +30.7% | +85.5% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling